+255.5%
TCOM vs VT
+374.2%
-118.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -9.5% | +0.4% | -10.0% | -10.1% |
| 30D | -10.7% | +1.0% | -11.7% | -11.8% |
| 3M | -14.6% | +2.4% | -17.0% | -17.6% |
| 6M | -19.3% | +12.0% | -31.3% | -30.1% |
| YTD | -42.9% | +15.3% | -58.3% | -52.2% |
| 1Y | -43.8% | +22.6% | -66.4% | -56.2% |
| 3Y | +2.1% | +74.7% | -72.6% | -47.4% |
| 5Y | +31.2% | +66.1% | -34.9% | -26.5% |
| 10Y | -13.9% | +225.0% | -238.9% | -77.7% |
| All | +255.5% | +374.2% | -118.7% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling